What were your average transaction costs per trade? 1000 to 4000 trades per day, lets say 2500 on average, translates to about 625K transactions per year. I ass

What were your average transaction costs per trade? 1000 to 4000 trades per day, lets say 2500 on average, translates to about 625K transactions per year. I assume you did not have to pay something like ETrades 3$ commission per future contract, which would result in almost 2M of fees per year.